Pages that link to "Item:Q1915050"
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The following pages link to Weak convergence and empirical processes. With applications to statistics (Q1915050):
Displayed 50 items.
- Rates of strong consistencies of the regression function estimator for functional stationary ergodic data (Q710795) (← links)
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- A new goodness-of-fit test for certain bivariate distributions applicable to traffic accidents (Q713741) (← links)
- Nonparametric binary regression using a Gaussian process prior (Q713768) (← links)
- How close is the sample covariance matrix to the actual covariance matrix? (Q715740) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- On the random effects Cox model with time-varying regression parameter (Q715790) (← links)
- A Skorohod representation theorem for uniform distance (Q718887) (← links)
- A high-dimensional Wilks phenomenon (Q718891) (← links)
- On oracle inequalities related to data-driven hard thresholding (Q718892) (← links)
- On the minimal penalty for Markov order estimation (Q718903) (← links)
- Concentration estimates for the moving least-square method in learning theory (Q719353) (← links)
- Change-point estimation from indirect observations. 1. Minimax complexity (Q731700) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Oracle inequalities for support vector machines that are based on random entropy numbers (Q731974) (← links)
- Local empirical processes near boundaries of convex bodies (Q734397) (← links)
- Nonparametric hypothesis testing for intensity of the Poisson process (Q734527) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data (Q734568) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
- Approximation properties of certain operator-induced norms on Hilbert spaces (Q765689) (← links)
- Asymptotic normality of support vector machine variants and other regularized kernel methods (Q765834) (← links)
- Functional inference in semiparametric models using the piggyback bootstrap (Q816375) (← links)
- An asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model (Q817976) (← links)
- On invariant distribution function estimation for continuous-time stationary processes (Q817978) (← links)
- Asymptotic theory for the semiparametric accelerated failure time model with missing data (Q834343) (← links)
- On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
- Properties and refinements of the fused Lasso (Q834368) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Uniform limit theorems for wavelet density estimators (Q838011) (← links)
- Sparsity in penalized empirical risk minimization (Q838303) (← links)
- On the hyperplane conjecture for random convex sets (Q839915) (← links)
- Evaluating bias correction in weighted proportional hazards regression (Q841053) (← links)
- Aggregation via empirical risk minimization (Q842390) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Semiparametric estimation of survival function when data are subject to dependent censoring and left truncation (Q844865) (← links)
- On the asymptotic behavior of general projection-pursuit estimators under the common principal components model (Q844878) (← links)
- PRIM analysis (Q847410) (← links)
- Some nonasymptotic results on resampling in high dimension. I: Confidence regions (Q847628) (← links)
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model (Q847641) (← links)
- Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations (Q847643) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion (Q850766) (← links)
- Functional central limit theorem for double-indexed summation process (Q852289) (← links)
- Adaptive penalized M-estimation with current status data (Q853825) (← links)